Séminaire de Probabilités XLIX

Description

This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz. Front Matter ....Pages i-viii Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain (Emmnuel Boissard, Patrick Cattiaux, Arnaud Guillin, Laurent Miclo)....Pages 1-55 A Probabilistic Look at Conservative Growth-Fragmentation Equations (Florian Bouguet)....Pages 57-74 Iterated Proportional Fitting Procedure and Infinite Products of Stochastic Matrices (J. Brossard, C. Leuridan)....Pages 75-117 Limiting Eigenvectors of Outliers for Spiked Information-Plus-Noise Type Matrices (Mireille Capitaine)....Pages 119-164 Criteria for Exponential Convergence to Quasi-Stationary Distributions and Applications to Multi-Dimensional Diffusions (Nicolas Champagnat, Koléhè Abdoulaye Coulibaly-Pasquier, Denis Villemonais)....Pages 165-182 Bismut-Elworthy-Li Formulae for Bessel Processes (Henri Elad Altman)....Pages 183-220 Large Deviations for Infectious Diseases Models (Peter Kratz, Etienne Pardoux)....Pages 221-327 The Girsanov Theorem Without (So Much) Stochastic Analysis (Antoine Lejay)....Pages 329-361 On Drifting Brownian Motion Made Periodic (Paul McGill)....Pages 363-373 On the Markovian Similarity (Laurent Miclo)....Pages 375-403 Sharp Rate for the Dual Quantization Problem (Gilles Pagès, Benedikt Wilbertz)....Pages 405-454 Cramér’s Theorem in Banach Spaces Revisited (Pierre Petit)....Pages 455-473 On Martingale Chaoses (B. Rajeev)....Pages 475-494 Explicit Laws for the Records of the Perturbed Random Walk on \(\mathbb {Z}\) (Laurent Serlet)....Pages 495-519 A Potential Theoretic Approach to Tanaka Formula for Asymmetric Lévy Processes (Hiroshi Tsukada)....Pages 521-542 Back Matter ....Pages 543-544